Anic Equity¶

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Total return since start: 0.55 %¶

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Equity now: -----------------------------> 47334.52 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45939.54 Kr¶

PnL: ---------------------------------------> -949.03 Kr¶

DD now: ---------------------------------> -2.664 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 16:37:41.606771'

Anic Portfolio¶

Today¶

Return: -0.211 %¶

This Week¶

Return: -1.207 %¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Total¶

Return: 54.961 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 2.820000 3095.000000 168.000000 5.740000 2927.000000
HEBA B 70 -0.500000 2775.500000 139.500000 5.290000 2636.000010
HMS Networks 2 14.980000 795.200000 122.200000 18.160000 673.000000
SAAB B 8 0.820000 3436.000000 59.000000 1.750000 3377.000000
MedCap 2 0.000000 461.000000 40.000000 9.500000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.180000 392.700000 37.700000 10.620000 355.000000
Nordea Bank Abp 29 0.420000 3483.480000 29.480000 0.850000 3453.999992
Corem Property Group B 59 -2.200000 603.570000 26.570000 4.600000 576.999999
AcadeMedia 12 -1.190000 578.640000 21.640000 3.890000 557.000004
Resurs Holding 22 -1.460000 593.120000 19.120000 3.330000 573.999998
Intrum 4 2.830000 545.200000 18.200000 3.450000 527.000000
Boozt 12 0.070000 1669.200000 15.200000 0.920000 1653.999996
Swedbank A 3 -0.180000 578.700000 14.700000 2.610000 564.000000
OEM International B 7 0.780000 541.800000 13.800000 2.610000 527.999997
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Eastnine 4 0.000000 502.400000 11.400000 2.320000 491.000000
Securitas B 6 -0.120000 578.040000 8.040000 1.410000 570.000000
Karnov Group 9 0.500000 543.600000 7.600000 1.420000 536.000004
Norva24 Group 16 0.760000 550.400000 7.400000 1.360000 543.000000
Creaspac SPAC 6 0.420000 579.600000 2.600000 0.450000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.100000 247.920000 1.920000 0.780000 246.000000
Coor Service Management Hold. 8 -0.600000 532.000000 0.000000 0.000000 532.000000
CTEK 13 0.760000 533.130000 -0.870000 -0.160000 533.999999
Handelsbanken A 5 0.600000 543.000000 -3.000000 -0.550000 546.000000
Midsona B 63 1.680000 570.780000 -12.220000 -2.100000 582.999984
Essity B 2 -2.610000 544.600000 -29.400000 -5.120000 574.000000
International Petroleum Corp. 5 -0.360000 550.500000 -44.070000 -7.410000 594.565215
Essity A 4 -2.500000 1090.000000 -59.000000 -5.130000 1149.000000
Vivesto 1368 3.130000 550.210000 -62.790000 -10.240000 612.999432
Sampo Oyj SDB 7 -1.280000 3766.000000 -84.000000 -2.180000 3850.000000
Beijer Electronics Group 26 -8.940000 2860.000000 -111.000000 -3.740000 2971.000006
Fasadgruppen Group 35 0.000000 3633.000000 -178.000000 -4.670000 3810.999990
OX2 18 0.770000 1413.900000 -250.100000 -15.030000 1663.999992
Axfood 13 -3.090000 3465.800000 -290.200000 -7.730000 3756.000001
Ovzon 52 0.000000 2761.200000 -600.800000 -17.870000 3361.999992
TOTAL 45939.540000 -949.030000 -2.66373% 46888.564618

Updated:¶

'2023-01-26 16:37:54.542363'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶